Browsing by Subject Value-at-Risk
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
2008 | Value-at-risk and extreme value distributions for financial returns | Tolikas, K |
2015 | Value-at-Risk for fixed-income portfolios: a Kalman filtering approach | Date, P; Bustreo, R |